Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47308.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45913.48 Kr¶

PnL: ---------------------------------------> -975.09 Kr¶

DD now: ---------------------------------> -2.717 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:01:37.616871'

Anic Portfolio¶

Today¶

Return: -0.266 %¶

This Week¶

Return: -1.262 %¶

Total¶

Return: 54.876 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 14.860000 794.400000 121.400000 18.040000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.490000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.050000 392.200000 37.200000 10.480000 355.000000
Corem Property Group B 59 -1.050000 610.650000 33.650000 5.830000 576.999999
Intrum 4 5.580000 559.800000 32.800000 6.220000 527.000000
Resurs Holding 22 -0.950000 596.200000 22.200000 3.870000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
AcadeMedia 12 -1.640000 576.000000 19.000000 3.410000 557.000004
Boozt 12 -0.140000 1665.600000 11.600000 0.700000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
Swedbank A 3 -1.630000 570.300000 6.300000 1.120000 564.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
OEM International B 7 -1.170000 531.300000 3.300000 0.630000 527.999997
Securitas B 6 -1.040000 572.760000 2.760000 0.480000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -0.750000 531.200000 -0.800000 -0.150000 532.000000
CTEK 13 0.340000 530.920000 -3.080000 -0.580000 533.999999
Handelsbanken A 5 -0.970000 534.500000 -11.500000 -2.110000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -1.380000 551.500000 -22.500000 -3.920000 574.000000
Nordea Bank Abp 29 -1.300000 3423.740000 -30.260000 -0.880000 3453.999992
International Petroleum Corp. 5 0.090000 553.000000 -41.570000 -6.990000 594.565215
Beijer Electronics Group 26 -6.950000 2922.400000 -48.600000 -1.640000 2971.000006
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 1.590000 542.000000 -71.000000 -11.580000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.820000 3511.300000 -244.700000 -6.510000 3756.000001
OX2 18 -0.060000 1402.200000 -261.800000 -15.730000 1663.999992
Ovzon 52 -0.190000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 45913.480000 -975.090000 -2.71732% 46888.564618

Updated:¶

'2023-01-26 10:01:50.673492'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶